Pliable Rejection Sampling
نویسندگان
چکیده
Rejection sampling is a technique for sampling from difficult distributions. However, its use is limited due to a high rejection rate. Common adaptive rejection sampling methods either work only for very specific distributions or without performance guarantees. In this paper, we present pliable rejection sampling (PRS), a new approach to rejection sampling, where we learn the sampling proposal using a kernel estimator. Since our method builds on rejection sampling, the samples obtained are with high probability i.i.d. and distributed according to f . Moreover, PRS comes with a guarantee on the number of accepted samples.
منابع مشابه
Pliable rejection sampling
Using Assumptions 1 and 2 and the fact that k · k 2 k · k s , since s 2, we have that for any x 2 [0, A]
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